The Annals of Mathematical Statistics

On Recurrent Denumerable Decision Processes

Lloyd Fisher

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Abstract

This paper considers decision processes on a denumerable state space. At each state a finite number of decisions is allowed. The main assumption is that if one always chooses the same decision at each state the resulting Markov chain is ergodic (i.e. positive recurrent). Under this assumption it is shown that all possible decision procedures are (in an appropriate sense) uniformly ergodic.

Article information

Source
Ann. Math. Statist., Volume 39, Number 2 (1968), 424-432.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177698406

Digital Object Identifier
doi:10.1214/aoms/1177698406

Mathematical Reviews number (MathSciNet)
MR224174

Zentralblatt MATH identifier
0157.50505

JSTOR
links.jstor.org

Citation

Fisher, Lloyd. On Recurrent Denumerable Decision Processes. Ann. Math. Statist. 39 (1968), no. 2, 424--432. doi:10.1214/aoms/1177698406. https://projecteuclid.org/euclid.aoms/1177698406


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